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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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80160239319 · May 202619922001200920172026
48 results for Distance Consistency

Paper proposes a new Wasserstein distance for mixtures of radially contoured distributions.

problem Generalization of Wasserstein distance to non-elliptically contoured distributions.
method Relaxed formulation for mixtures of radially contoured distributions without marginal consistency.
result The new distance yields more stable error and better color distribution in image transfer tasks.

Study shows kk-NN classifier is not universally consistent on (0,1)(0,1) but consistent on discrete and specific measure spaces.

problem Consistency of kk-NN classifier under Wasserstein distance on measure spaces.
method Analysis of kk-NN classifier properties under Wasserstein distance, use of σσ-finite metric dimension, geodesic structures of Wasserstein spaces.
result Consistency of kk-NN classifier on specific measure spaces (discrete, Gaussian, wavelet series) but not on (0,1)(0,1).

This study approximates distances between Gaussian processes and covariance operators using RKHS.

problem Approximating distances between Gaussian processes and covariance operators from finite samples.
method Using reproducing kernel Hilbert space (RKHS) covariance and cross-covariance operators, the study shows how to consistently and efficiently estimate Sinkhorn divergence from finite samples.
result Convergence rates are dimension-independent and of the same order as Hilbert-Schmidt distance.

Paper proposes SLINK clustering for nonparametric data sequences with improved consistency.

problem Nonparametric clustering of data sequences from unknown distributions.
method Exponentially consistent nonparametric SLINK clustering algorithm.
result SLINK clustering achieves exponential consistency under less strict conditions.

Study on predicting graph labels at nodes using local averaging and distance estimation.

problem Predicting graph labels at nodes given observations at other nodes.
method Local averaging and distance estimation methods for graph regression.
result Alternative methods can achieve standard nonparametric rates even when graph neighborhoods are too large or small.

This paper shows how to estimate distances in latent space of random graphs using entropic OT.

problem Estimating distances between groups of nodes in latent space of random graphs.
method Entropic Optimal Transport (OT) with stability results for perturbations of the cost matrix.
result Consistent estimation of entropic OT distances between groups of nodes in latent space.

The literature postulates that the dynamic time warping (dtw) distance can cope with temporal variations but stores and processes time series in a form as if the dtw-distance cannot cope with such variations. To address this inconsistency, we first show that the dtw-distance is not warping-invariant. The lack of warpin…

2019-03-04abs ↗pdf ↗

Stable density-based clustering via multiparameter persistence.

problem Density-based clustering stability to data perturbations.
method Degree-Rips construction, correspondence-interleaving distance, multiparameter stability analysis.
result Persistable pipeline yields stable, consistent density-based clustering.

SRRM improves recursive transport surrogates in the small-discrepancy regime.

problem Insufficient understanding of recursive partitioning methods' statistical behavior and resolution in the small-discrepancy regime.
method Introduced Selective Recursive Rank Matching (SRRM) to improve the resolution of Recursive Rank Matching (RRM).
result SRRM yields a higher-fidelity practical surrogate for the Wasserstein distance at moderate additional computational cost.

We propose a novel end-to-end non-minimax algorithm for training optimal transport mappings for the quadratic cost (Wasserstein-2 distance). The algorithm uses input convex neural networks and a cycle-consistency regularization to approximate Wasserstein-2 distance. In contrast to popular entropic and quadratic regular…

2019-09-28abs ↗pdf ↗

DW-KNN improves KNN by integrating distance and neighbor reliability for better prediction accuracy.

problem Standard KNN assumes all neighbors are equally reliable, leading to unreliable predictions in heterogeneous feature spaces.
method DW-KNN integrates exponential distance with neighbor validity, providing instance-level interpretability and reducing hyperparameter sensitivity.
result DW-KNN achieves 0.8988 average accuracy, ranks 2nd among six methods, and has the lowest cross-validation variance.

Distance, normals, and double normals for real plane curves with singularities

problem Relation between normals and double normals and critical points of the squared distance function for real algebraic curves with singularities
method Investigate the topological discriminant of the distance function
result The topological discriminant consists of the evolute and distinguished normal lines at algebraic singular points

Enhances graph comparison by incorporating edge features using Fused Gromov-Wasserstein distance.

problem Graph distances overlook edge attributes, limiting their effectiveness.
method Introduced Fused Gromov-Wasserstein distance for graph comparison with edge features. Proposed algorithms for distance and barycenter computation.
result Empirically validated the effectiveness of the novel distance in graph learning tasks.

Study on estimating distances between covariance operators and Gaussian processes.

problem Estimating distances between covariance operators and Gaussian processes.
method Riemannian distances, concentration results for Hilbert space-valued random variables, RKHS covariance and cross-covariance operators.
result Both distances converge in the Hilbert-Schmidt norm and can be consistently and efficiently estimated.

The paper proposes methods to estimate MCMC quality with couplings, bounding Wasserstein distance.

problem Improving MCMC efficiency without sacrificing asymptotic consistency.
method Estimators based on couplings of Markov chains to assess quality of asymptotically biased sampling methods.
result Empirical upper bounds of Wasserstein distance for assessing MCMC quality.

Understanding and developing a correlation measure that can detect general dependencies is not only imperative to statistics and machine learning, but also crucial to general scientific discovery in the big data age. In this paper, we establish a new framework that generalizes distance correlation --- a correlation mea…

2017-10-26abs ↗pdf ↗

We study a transformation of metric measure spaces introduced by Gigli and Mantegazza consisting in replacing the original distance with the length distance induced by the transport distance between heat kernel measures. We study the smoothing effect of this procedure in two important examples. Firstly, we show that in…

2016-03-01abs ↗pdf ↗

Paper proposes a method to recover point configurations from noisy distance data.

problem Recovering point configurations from noisy distance data.
method Robust Euclidean Distance Geometry via Dual Basis (RoDEoDB) algorithm.
result Exact recovery guarantees for point configuration and Gram matrix under mild conditions.

We give three infinite families of examples of nonhyperbolic Dehn fillings on hyperbolic manifolds. A manifold in the first family admits two Dehn fillings of distance two apart, one of which is toroidal and annular, and the other is reducible and \partial-reducible. A manifold in the second family has boundary consi…

1997-08-07abs ↗pdf ↗

Optimal Transport (OT) distances are now routinely used as loss functions in ML tasks. Yet, computing OT distances between arbitrary (i.e. not necessarily discrete) probability distributions remains an open problem. This paper introduces a new online estimator of entropy-regularized OT distances between two such arbitr…

2020-03-03abs ↗pdf ↗

Paper tackles robust optimization under uncertainty using nested distance.

problem Optimizing under distributionally robust uncertainty with nested distance.
method Equivalent recursive and dynamic programming reformulations for tractable optimization.
result Optimal robust policies can be found efficiently using convex optimization.

A method for fast estimation of Wasserstein distances using sliced Wasserstein distances.

problem Efficiently computing Wasserstein distances for multiple pairs of distributions.
method Regression on sliced Wasserstein distances to predict true Wasserstein distances.
result The proposed method provides a better approximation of Wasserstein distance than state-of-the-art models, especially in low-data regimes.

This work robustifies Wasserstein distance estimation with MoM estimators for outlier-polluted data.

problem Estimating Wasserstein distance between two distributions with outliers.
method Introducing MoM-based robust estimators for Wasserstein distance.
result Consistent MoM-based estimators for Wasserstein distance with convergence rates.

New formula and algorithm for computing distances on complex Riemann surfaces.

problem Computing distances on higher-genus Riemann surfaces is challenging due to infinite terms in the formula.
method Derived a computable distance formula and developed an efficient algorithm.
result Reduced distance computation from an infimum to a minimum over a finite set of terms.

We propose a minimum distance estimation method for robust regression in sparse high-dimensional settings. The traditional likelihood-based estimators lack resilience against outliers, a critical issue when dealing with high-dimensional noisy data. Our method, Minimum Distance Lasso (MD-Lasso), combines minimum distanc…

2013-07-11abs ↗pdf ↗

New tools for estimating and inferring Wasserstein distance in topic models.

problem Estimating and inferring the Wasserstein distance between mixing measures in topic models.
method New canonical interpretation and tools for inference on Wasserstein distance in topic models.
result First minimax lower bounds and fully data-driven inferential tools for the Wasserstein distance in topic models.

We address noisy Euclidean distances in high dimensions, estimating noise levels and correcting distances.

problem Distorted pairwise Euclidean distances due to heteroskedastic noise.
method Developed a hyperparameter-free approach to jointly estimate noise magnitudes and correct distances.
result Our method provides accurate noise magnitude estimates and corrected distances in high-dimensional settings.

The paper explores the shape of filling-systole subspace in surface moduli space and critical points of systole function.

problem Understanding the structure and critical points of the filling-systole subspace in surface moduli space.
method Analyzing Teichmüller and Weil-Petersson distances to determine the proximity of points to the subspace.
result Most points in Mg\mathcal{M}_g are within a specific Teichmüller distance from XgX_g and have a certain distance from the thick part of Mg\mathcal{M}_g.

This paper presents a distance-based discriminative framework for learning with probability distributions. Instead of using kernel mean embeddings or generalized radial basis kernels, we introduce embeddings based on dissimilarity of distributions to some reference distributions denoted as templates. Our framework exte…

2018-03-01abs ↗pdf ↗

We propose unsupervised representation learning and feature extraction from dendrograms. The commonly used Minimax distance measures correspond to building a dendrogram with single linkage criterion, with defining specific forms of a level function and a distance function over that. Therefore, we extend this method to …

2018-12-21abs ↗pdf ↗

Optimizes sample reweighting to match laws under covariate shift using Wasserstein distance.

problem Matching laws of samples with different distributions under covariate shift.
method Minimizes Wasserstein distance between empirical measures of samples using Nearest Neighbors weights.
result Consistent reweighting leads to asymptotic convergence of empirical measures.